+18.8%
NVDL vs FDX
+76.4%
-57.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -10.3% | -3.3% | -7.1% | -9.6% |
| 30D | -7.1% | -4.5% | -2.6% | -6.3% |
| 3M | +6.6% | -7.3% | +13.9% | +8.4% |
| 6M | +21.1% | +7.5% | +13.5% | +18.4% |
| YTD | +15.2% | +35.1% | -19.9% | +15.3% |
| 1Y | +18.8% | +71.4% | -52.6% | +22.0% |
| All | +18.8% | +76.4% | -57.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling